OCTZ TrueShares Structured Outcome ETF - October

*Unless otherwise stated, data provided by FactSet.

OCTZ Fund Description

OCTZ aims for specific buffered losses on the S&P 500 over a specific holdings period with uncapped gains, subject to strategy costs. The actively-managed fund holds options and collateral.

OCTZ Factset Analytics Insight

OCTZ uses options in an effort to moderate losses on the S&P 500 over a one-year period starting each October. The fund foregoes some upside return as well as any dividend component because the options are written on the price (not total) return version of the index. While aiming to prevent realization of the first 8-12% of the S&P 500s losses, the fund also allows for uncapped upside participation (less the cost options), making it unique from other buffer ETFs with a stated cap on potential gains. Investors who buy at any other time than the annual reset day may have a very different protection and buffer zone. The issuer publishes effective interim levels daily on its website. The fund must be held to the end of the period to achieve the intended results. The targeted buffers do not include the funds expense ratio. The fund is actively managed, resets annually and will utilize both FLEX and listed options.

PERFORMANCE [as of 09/27/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
OCTZ -5.48% -2.28% -13.63% -9.18% -- -- --
OCTZ (NAV) -5.49% -2.43% -13.77% -9.18% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -9.80% -6.03% -23.35% -17.92% 9.23% 9.99% 11.97%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

OCTZ Summary Data

TrueShares
09/30/20
Open-Ended Fund
0.79%
$4.96M
$37.27K
0.22%

OCTZ Portfolio Data

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N/A
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OCTZ Index Data

No Underlying Index
Fixed
Fixed
MSCI USA Large Cap Index

OCTZ Portfolio Management

0.79%
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OCTZ Tax Exposures

20.00% / 39.60%
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Ordinary income
No

OCTZ Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

OCTZ Factset Analytics Block Liquidity

As of 09/28/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of OCTZ. OCTZ is rated a N/A out of 5.

OCTZ Tradability

1,278
$37.27K
0
0
0.22%
$0.07
-0.07%
0.66% / -1.39%
None
--
25,000
0
0.03%
--
0
$28.25
N/A

OCTZ Sector/Industry Breakdown


OCTZ
Segment Benchmark
106.91%
--
0.29%
--
-7.20%
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OCTZ Top 10 Holdings

107.27%
0.29%
-0.05%
-7.51%
100.00%

OCTZ Performance Statistics

0.96
0.63
0.62
0.62
0.50%
MSCI USA Large Cap Index

OCTZ Benchmark Comparison Holdings

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OCTZ Benchmark Comparison Summary


OCTZ
Segment Benchmark
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OCTZ Benchmark Comparison Market Cap Size


OCTZ
Segment Benchmark
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